On asymptotics of large Haar distributed unitary matrices
| dc.creator | Petz, Denes | |
| dc.creator | Reffy, Julia | |
| dc.date | 2003-10-21 | |
| dc.date.accessioned | 2026-07-07T05:02:09Z | |
| dc.date.available | 2026-07-07T05:02:09Z | |
| dc.description | Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized truncated Haar unitaries converge to a Gaussian random matrix in distribution. | |
| dc.identifier | https://arxiv.org/abs/math/0310338 | |
| dc.identifier | http://arxiv.org/abs/math/0310338 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/68943 | |
| dc.subject | Probability | |
| dc.subject | 60F05; 15A52 | |
| dc.title | On asymptotics of large Haar distributed unitary matrices | |
| dc.type | text |